Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47309.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45913.57 Kr¶

PnL: ---------------------------------------> -975.0 Kr¶

DD now: ---------------------------------> -2.716 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:20:47.203684'

Anic Portfolio¶

Today¶

Return: -0.264 %¶

This Week¶

Return: -1.26 %¶

Total¶

Return: 54.878 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 16.250000 804.000000 131.000000 19.470000 673.000000
SAAB B 8 0.850000 3436.800000 59.800000 1.770000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.660000 394.600000 39.600000 11.150000 355.000000
Corem Property Group B 59 -1.820000 605.930000 28.930000 5.010000 576.999999
Boozt 12 0.500000 1676.400000 22.400000 1.350000 1653.999996
AcadeMedia 12 -1.070000 579.360000 22.360000 4.010000 557.000004
Nordea Bank Abp 29 0.150000 3474.200000 20.200000 0.580000 3453.999992
Intrum 4 3.210000 547.200000 20.200000 3.830000 527.000000
Resurs Holding 22 -1.320000 594.000000 20.000000 3.480000 573.999998
OEM International B 7 1.170000 543.900000 15.900000 3.010000 527.999997
Swedbank A 3 -0.440000 577.200000 13.200000 2.340000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 0.160000 503.200000 12.200000 2.480000 491.000000
Securitas B 6 -0.120000 578.040000 8.040000 1.410000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.470000 536.900000 2.900000 0.540000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 0.370000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -2.930000 542.800000 -31.200000 -5.440000 574.000000
International Petroleum Corp. 5 -0.360000 550.500000 -44.070000 -7.410000 594.565215
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 3.080000 549.940000 -63.060000 -10.290000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -10.100000 2823.600000 -147.400000 -4.960000 2971.000006
Fasadgruppen Group 35 0.000000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 0.770000 1413.900000 -250.100000 -15.030000 1663.999992
Axfood 13 -3.240000 3460.600000 -295.400000 -7.860000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45913.570000 -975.000000 -2.71592% 46888.564618

Updated:¶

'2023-01-26 16:21:00.321264'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶